| Striking oil: another puzzle? G Driesprong, B Jacobsen, B Maat Journal of financial economics 89 (2), 307-327, 2008 | 820 | 2008 |
| The Halloween indicator,“sell in May and go away”: Another puzzle S Bouman, B Jacobsen American Economic Review 92 (5), 1618-1635, 2002 | 719 | 2002 |
| Time-varying rare disaster risk and stock returns H Berkman, B Jacobsen, JB Lee Journal of financial economics 101 (2), 313-332, 2011 | 355 | 2011 |
| Is it the weather? B Jacobsen, W Marquering Journal of Banking & Finance 32 (4), 526-540, 2008 | 306 | 2008 |
| Gender differences in optimism and asset allocation B Jacobsen, JB Lee, W Marquering, CY Zhang Journal of Economic Behavior & Organization 107, 630-651, 2014 | 235 | 2014 |
| Are monthly seasonals real? A three century perspective CY Zhang, B Jacobsen Review of Finance 17 (5), 1743-1785, 2013 | 177 | 2013 |
| The Halloween effect in US sectors B Jacobsen, N Visaltanachoti Financial Review 44 (3), 437-459, 2009 | 171 | 2009 |
| Long term dependence in stock returns B Jacobsen Journal of empirical finance 3 (4), 393-417, 1996 | 128 | 1996 |
| Stock market predictability and industrial metal returns B Jacobsen, BR Marshall, N Visaltanachoti Management Science 65 (7), 3026-3042, 2019 | 101 | 2019 |
| Predictability of the simple technical trading rules: An out-of-sample test J Fang, B Jacobsen, Y Qin Review of Financial Economics 23 (1), 30-45, 2014 | 82 | 2014 |
| Volatility clustering in monthly stock returns B Jacobsen, D Dannenburg Journal of Empirical Finance 10 (4), 479-503, 2003 | 81 | 2003 |
| Seasonal, size and value anomalies B Jacobsen, A Mamun, N Visaltanachoti Available at SSRN 784186, 2005 | 78 | 2005 |
| Is it the weather? Response B Jacobsen, W Marquering Journal of Banking & Finance 33 (3), 583-587, 2009 | 67 | 2009 |
| (In) accuracy of a European political stock market: The influence of common value structures B Jacobsen, J Potters, A Schram, F van Winden, J Wit European Economic Review 44 (2), 205-230, 2000 | 67 | 2000 |
| Technical market indicators: An overview J Fang, Y Qin, B Jacobsen Journal of behavioral and experimental finance 4, 25-56, 2014 | 62 | 2014 |
| The Halloween indicator,'Sell in may and go away': Another puzzle B Jacobsen, S Bouman Sell in May and Go Away': Another Puzzle (July 1, 2001), 2001 | 48 | 2001 |
| Peer effects, personal characteristics and asset allocation AC Zhang, J Fang, B Jacobsen, BR Marshall Journal of Banking & Finance 90, 76-95, 2018 | 47 | 2018 |
| The daylight saving time anomaly in stock returns: fact or fiction? R Gregory‐Allen, B Jacobsen, W Marquering Journal of Financial Research 33 (4), 403-427, 2010 | 45 | 2010 |
| Sector rotation over business cycles J Stangl, B Jacobsen, N Visaltanachoti Department of Commerce, College of Business, Massey Univ., 2008 | 43 | 2008 |
| Are men more optimistic? B Jacobsen, JB Lee, W Marquering SSRN, 2009 | 41 | 2009 |
